Last price paid | 0.055 | |
Change | +120.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -72.73% |
Year to date (YTD) | n.a. |
1 month | -60.71% |
3 months | -63.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 404.36 |
Premium | 0.03% |
Premium p.a. | 0.44% |
Leverage | 21.94 |
Implied volatility | 0.23 |
ISIN | CH1305133774 |
Symbol | MSFVQZ |
Security | 130513377 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Microsoft Rg, US5949181045 |
Underlying ISIN | US5949181045 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.01.2024 |
Premium | 3.35% |
Premium p.a. | 43.60% |
Leverage | 61.26 |
Implied volatility | 23.41% |
Moneyness | out-of-the-money |
Leverage | 21.9449 |
Delta | -0.3582 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | -0.0011 |
Vega | 0.0038 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 393.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |